Truncating estimation for the change in stochastic trend with heavy-tailed innovations (Q451494): Difference between revisions

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Revision as of 01:18, 5 March 2024

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Truncating estimation for the change in stochastic trend with heavy-tailed innovations
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    Truncating estimation for the change in stochastic trend with heavy-tailed innovations (English)
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    23 September 2012
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    change-point estimation
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    stochastic trend
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    heavy-tails
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